+1,660.3%
PLTR vs HLT
+254.7%
+1,405.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -4.1% | -1.6% | -2.5% | -3.0% |
| 30D | -2.2% | -5.0% | +2.8% | +1.0% |
| 3M | +27.6% | -10.4% | +38.0% | +36.3% |
| 6M | +10.3% | +3.2% | +7.1% | +5.4% |
| YTD | -5.9% | +6.7% | -12.7% | -13.1% |
| 1Y | +1.7% | +10.3% | -8.5% | -9.1% |
| 3Y | +959.1% | +99.3% | +859.8% | +533.7% |
| 5Y | +536.3% | +143.7% | +392.6% | +270.3% |
| All | +1,660.3% | +254.7% | +1,405.7% | +986.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling